| Trading Metrics calculated at close of trading on 15-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Aug-2016 | 15-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 18,483 | 18,455 | -28 | -0.2% | 18,380 |  
                        | High | 18,484 | 18,535 | 51 | 0.3% | 18,500 |  
                        | Low | 18,392 | 18,455 | 63 | 0.3% | 18,336 |  
                        | Close | 18,437 | 18,492 | 55 | 0.3% | 18,437 |  
                        | Range | 92 | 80 | -12 | -13.0% | 164 |  
                        | ATR | 129 | 127 | -2 | -1.7% | 0 |  
                        | Volume | 106 | 494 | 388 | 366.0% | 480 |  | 
    
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            | Daily Pivots for day following 15-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,734 | 18,693 | 18,536 |  |  
                | R3 | 18,654 | 18,613 | 18,514 |  |  
                | R2 | 18,574 | 18,574 | 18,507 |  |  
                | R1 | 18,533 | 18,533 | 18,499 | 18,554 |  
                | PP | 18,494 | 18,494 | 18,494 | 18,504 |  
                | S1 | 18,453 | 18,453 | 18,485 | 18,474 |  
                | S2 | 18,414 | 18,414 | 18,477 |  |  
                | S3 | 18,334 | 18,373 | 18,470 |  |  
                | S4 | 18,254 | 18,293 | 18,448 |  |  | 
        
            | Weekly Pivots for week ending 12-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 18,916 | 18,841 | 18,527 |  |  
                | R3 | 18,752 | 18,677 | 18,482 |  |  
                | R2 | 18,588 | 18,588 | 18,467 |  |  
                | R1 | 18,513 | 18,513 | 18,452 | 18,551 |  
                | PP | 18,424 | 18,424 | 18,424 | 18,443 |  
                | S1 | 18,349 | 18,349 | 18,422 | 18,387 |  
                | S2 | 18,260 | 18,260 | 18,407 |  |  
                | S3 | 18,096 | 18,185 | 18,392 |  |  
                | S4 | 17,932 | 18,021 | 18,347 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 18,535 | 18,336 | 199 | 1.1% | 98 | 0.5% | 78% | True | False | 172 |  
                | 10 | 18,535 | 18,085 | 450 | 2.4% | 108 | 0.6% | 90% | True | False | 128 |  
                | 20 | 18,535 | 18,085 | 450 | 2.4% | 112 | 0.6% | 90% | True | False | 94 |  
                | 40 | 18,535 | 16,876 | 1,659 | 9.0% | 161 | 0.9% | 97% | True | False | 94 |  
                | 60 | 18,535 | 16,876 | 1,659 | 9.0% | 138 | 0.7% | 97% | True | False | 69 |  
                | 80 | 18,535 | 16,876 | 1,659 | 9.0% | 116 | 0.6% | 97% | True | False | 53 |  
                | 100 | 18,535 | 16,876 | 1,659 | 9.0% | 103 | 0.6% | 97% | True | False | 43 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 18,875 |  
            | 2.618 | 18,745 |  
            | 1.618 | 18,665 |  
            | 1.000 | 18,615 |  
            | 0.618 | 18,585 |  
            | HIGH | 18,535 |  
            | 0.618 | 18,505 |  
            | 0.500 | 18,495 |  
            | 0.382 | 18,486 |  
            | LOW | 18,455 |  
            | 0.618 | 18,406 |  
            | 1.000 | 18,375 |  
            | 1.618 | 18,326 |  
            | 2.618 | 18,246 |  
            | 4.250 | 18,115 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 18,495 | 18,476 |  
                                | PP | 18,494 | 18,459 |  
                                | S1 | 18,493 | 18,443 |  |